Atland SA (France) Performance
| ATLD Stock | 43.00 0.40 0.92% |
The firm shows a Beta (market volatility) of 0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Atland SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Atland SA is expected to be smaller as well. At this point, Atland SA has a negative expected return of -0.0304%. Please make sure to confirm Atland SA's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Atland SA performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Atland SA has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Atland SA is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Atland |
Atland SA Relative Risk vs. Return Landscape
If you would invest 4,400 in Atland SA on September 3, 2024 and sell it today you would lose (100.00) from holding Atland SA or give up 2.27% of portfolio value over 90 days. Atland SA is generating negative expected returns and assumes 1.0001% volatility on return distribution over the 90 days horizon. Simply put, 8% of stocks are less volatile than Atland, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Atland SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atland SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Atland SA, and traders can use it to determine the average amount a Atland SA's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0304
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| Negative Returns | ATLD |
Estimated Market Risk
| 1.0 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Atland SA is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Atland SA by adding Atland SA to a well-diversified portfolio.
Things to note about Atland SA performance evaluation
Checking the ongoing alerts about Atland SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Atland SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Atland SA generated a negative expected return over the last 90 days |
- Analyzing Atland SA's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Atland SA's stock is overvalued or undervalued compared to its peers.
- Examining Atland SA's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Atland SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Atland SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Atland SA's stock. These opinions can provide insight into Atland SA's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Atland Stock analysis
When running Atland SA's price analysis, check to measure Atland SA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Atland SA is operating at the current time. Most of Atland SA's value examination focuses on studying past and present price action to predict the probability of Atland SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Atland SA's price. Additionally, you may evaluate how the addition of Atland SA to your portfolios can decrease your overall portfolio volatility.
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